COKE

F
UTURES
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Dalian Commodity Exchange

COKE FUTURES
TRADING MANUAL

2
3
4

COKE fUTURES tRADING mANUAL

CONTENTS

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1 1.33

90

2015
70% 60% 2012
201320142015 4.4 4.76 4.77 4.46

2015 986 13%

85%-87% 6%-7%
3% 2% 1%-2%2005-2014
1

1

Coke Future Trading Manual

1.

1 2008

2015
2015 44631 6.42%2006
2015 59.1%

22004 2015

2
 2

2014 2015
63% 65% 1

1
2010 2011 2012 2013 2014 2015
2.6 3 2.9 3.2 3.01 2.89
% 66.45 69 65 67.46 63.21 65

3
2013 10859 2014
9539 2015 9146 4.12%
3 2012-2014

32013-2015

3

Coke Future Trading Manual

4
2015 4.46 16704.25
3156.9 9538.08 5098.78
3397.31 6488.2

2015 37.43%
7.07 21.37 11.42 7.61
14.54
3
73% 4

53.21

42015

2015
11 1000 35768.1
2014 2776.8 7.21
80.14%

4
 22015 11
2014 2015 %
47691 44631 -3060 -6.42%
1 8722.25 8022.23 -700.02 -8.03%
2 5613.84 5448.9 -164.94 -2.94%
3 4607.34 4350.09 -257.25 -5.58%
4 3834.55 3620.69 -213.86 -5.58%
5 3445.94 3037.18 -408.76 -11.86%
6 2898.34 2695.04 -203.3 -7.01%
7 2395.69 2433.33 37.64 1.57%
8 2141.46 2097.31 -44.15 -2.06%
9 2023.91 1609.19 -414.72 -20.49%
10 1507.68 1149.8 -357.88 -23.74%
11 1353.98 1304.34 -49.64 -3.67%

2015
8022.23
700.02 1609.19, 414.72
3037.18 408.76
2002 -2015 5
6
52002-2015

5

Coke Future Trading Manual

62004-2014

1
2011 -2014 6.83
7.16 7.79 8.22 8.9%3.1%7.5%5.6%
2015 80382
69141 2.3% 2.8% 3 2008-2015

32008-2015

2008 2009 2010 2011 2012 2013 2014 2015

50049 56784 62789 68327 71654 77904 82269 80382

% 2.3 13.5 10.5 8.9 3.1 7.5 5.6 -2.29

47067 54374 58896 62969 65791 70897 71159 69141

% 0.3 15.5 9.6 8.4 3.7 6.2 0.5 -2.84

6
 7 2004 -2015
2004
2004 3905 11%2008
2012 -2015

2015

72004 -2015

2005 2015 2014 2015

8 2005 2015
2005 0.62 2015
0.52,2015 2014
2015

7

Coke Future Trading Manual

82005 -2015

3
2013 4.68 14268
5285 11543 6593
4766 4386 10 4
33
47 10
5
92013

8
 42012 10

1 2 3 4 5

8340 3680 3201 3191 2146

1817 1760 1801 1348 1114

2009 -2015
11 12

2009-2015 35%

102009 -2015

9

Coke Future Trading Manual

112009 -2015

1
2000 1000
50

2005

2008 8 20
40 2009
2013-2015 300 2012 ,
102
69.1%2013
467.25
358.1%2015 986 13%
13

10
 122001-2015

2
2015 4.46
2.89 1.56

2015

132008-2015

11

Coke Future Trading Manual

1500 7

4

500 1500
500

14

14

12
 5

2013
100

2013
100

15

6

4

100 11
1.46 0.69 10
47.3

13

Coke Future Trading Manual

15

400 8
0.63 0.19
0.11 0.09
8 82.61 5

808.34 550.52 1850.62

618.78
5605.4 3298.34

14
 5 2012


0.79 0 0.79
955.48 260.19 695.29
8339.85 6395.82 1944.03
2145.59 9076.82 -6931.23
1800.65 3114.93 -1314.28
3201.31 2146.58 1054.73
719.77 488.61 231.16
337.65 815.2 -477.55
640.3 540.3 100
3190.61 2252.51 938.1
446.18 296.18 150
1049.41 904.44 144.97
655.38 166.72 488.66
854.93 826.04 28.89
3680.29 4317.17 -636.88
1817.47 2705.61 -888.14
1114.39 943.42 170.97
1075.82 650.93 424.89
585.02 177.16 407.86
974.5 539.6 434.9
0.04 0 0.04
208.82 348.51 -139.69
1760.13 1450.66 309.47
423.46 827.41 -403.95
1347.57 1732.18 -384.61
935.22 3443.88 -2508.66
666.72 458.24 208.48
230.22 252.45 -22.23
417.96 731.21 -313.25
1110.05 1772.73 -662.68

15

Coke Future Trading Manual

2013
6931.23

1
1 1.33 2015
4.46 6.4 5.8
2015 4800 1436 23.1%
8.27%
2015

1/3 22.26 20.47

1/2
1/3
16

60 2010 2012 2009

16
 162009-2015

2.

17

172005-2014
/

17

Coke Future Trading Manual

2008
13.06 1.7
2009 -2010
2010 2015
2015 16
3.6%
2015
8 2.4% 6.9
6.8%

2015
543.8kg/t

2015 365.2kg/t
2.7kg/t
500 /
20 / 1000
6
6
2012 2013 2014 2015

kg/t) 547.9 547.36 545.4 543.8

kg/t) 364.31 362.63 362.59 365.2

kg/t) 149.41 149.09 147.01 142.68

18

2011 2015

90

2015
2016

6.8%
2016 2015

4.

http://www.mysteel.com
http://www.cnljxh.com
http://www.sxcoal.com
http://www.umetal.com

19

Coke Future Trading Manual

5%

1.

10%

15%

20%

25%

30%

2.

N /

N25 5%

25 <N30 8%

30 <N35 9%

35 <N 10%

20


2400 2400

25N 900 900

300 300

()
1.

2.




3.
()
1. 1 /
2. 1 /
3.
4.
()
1.

21

Coke Future Trading Manual

2.

11:30









80%

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15




15




15

22
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1 3

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1.

23

Coke Future Trading Manual

2.

24


100 /

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123456789101112

9:0011:30, 13:3015:00

10

5%

25

Coke Future Trading Manual

F/DCE J001-2011

1.
1.1

1.2

1.3

2.

GB/T 1996
GB/T 1997
GB/T 2001
GB/T 2005
GB/T 2006
GB/T 2286
GB/T 4000
GB/T 8170
GB/T 9977

3.
GB/T 9977

26
 4.
4.1

Ad 12.5
St,d 0.65
M40 82
M10 7.5
CRI 28
CSR 62
Vdaf 1.5
<25mm 5.0 7.0
25mm 95.0 93.0

4.2

/
>12.5 13.0 0.1 3
Ad >13.0 13.5 0.1 5
>13.5 14.0 0.1 10
>0.65 0.70 0.01 3
St,d >0.70 0.75 0.01 5
>0.75 0.80 0.01 10
CSR 55 <62
CRI >28 32 50
M40 78 <82
M10 >7.5 8.5

4.3 Mt 5.0 5.0%

27

Coke Future Trading Manual

4.4

7 8.23
1.2
5.
5.1 GB/T 1997
5.2 GB/T 2005
5.3 GB/T 2001
5.4 GB/T 2286
5.5 M40 M10 GB/T 1996
5.6 GB/T 4000
5.7 GB/T 8170
6.

7.

28


Dal
ianCommodi
tyExc
hange

COKE FUTURES
TRADING MANUAL

2
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